2012-05-11T07:42:50-05:00 2011-12-31 MN ADVISORY SERVICES LLC 1111 SUPERIOR AVE STE 700 CLEVELAND OH 44114 990PF 2011-01-01 346513798 GEORGE M & PAMELA S HUMPHREY FUND C/O MN ADVISORY SERVICES LLC GEOR 2163636489 1111 SUPERIOR AVE ROOM/SUITE 700 CLEVELAND OH 441142540 PAMELA B KEEFE 2163636489 2012-05-01 JOSEPH P KOVALCHECK JR 2166960320 2012-05-10 2011 2016-02-24 21:20:13Z X 17279672 X X 85 85 565206 565206 175371 11659984 205322 740662 770613 50988 38241 12747 62007 58873 3134 7807 7807 246 246 121048 104921 16127 924500 924500 1045548 104921 940627 -304886 665692 1542 1314 1314 245209 101735 101735 12082020 13912698 12490092 6369296 4377037 4686531 18698067 18392784 17279672 0 X 18698067 18392784 18698067 18392784 18698067 18392784 18698067 -304886 18393181 397 18392784 205322 false 812705 17695689 0.045927 756725 15673482 0.048281 928680 18834842 0.049306 1012888 22302281 0.045416 884330 21237222 0.041641 0.230571 0.046114 18485884 852458 6657 859115 940627 X 6657 6657 6657 9194 9194 X 2537 2537 false false false false false false false true true OH true false false false false true N/A JOSEPH P KOVALCHECK JR 2163636489 1111 SUPERIOR AVE SUITE 700 CLEVELAND OH 44114 false false false false false false false false false false false false false false false false false PAMELA B KEEFE 1111 SUPERIOR AVE SUITE 700 CLEVELAND OH 44114 1.00 0 0 0 STEPHEN T KEEFE 1111 SUPERIOR AVE SUITE 700 CLEVELAND OH 44114 1.00 0 0 0 ALICE B BURNHAM 1111 SUPERIOR AVE SUITE 700 CLEVELAND OH 44114 0.50 0 0 0 SARAH DIMLING 1111 SUPERIOR AVE SUITE 700 CLEVELAND OH 44114 0.50 0 0 0 PRISCILLA PERROTTI 1111 SUPERIOR AVE SUITE 700 CLEVELAND OH 44114 2.00 0 0 0 JOSEPH P KOVALCHECK JR 1111 SUPERIOR AVE SUITE 700 CLEVELAND OH 44114 2.00 0 0 0 NONE BERNSTEIN GLOBAL WEALTH MANAGEMENT 127 PUBLIC SQUARE SUITE 5000 CLEVELAND OH 44114 INVESTMENT MGMT 58873 MN ADVISORY SERVICES LLC 1111 SUPERIOR AVE SUITE 700 CLEVELAND OH 44114 ACTG/TAX/ADM 50988 N/A 18615788 151607 0 18767395 18767395 281511 18485884 924294 924294 6657 6657 917637 917637 917637 940627 940627 6657 933970 917637 55893 940627 55893 884734 32903 PAMELA B KEEFE PRESIDENT 1111 SUPERIOR AVE SUITE 700 CLEVELAND OH 44114 2163636489 WRITTEN REQUEST STATING PURPOSE AND AMOUNT-IRS 501(C)3. SUMBIT PRIOR TO MEETINGS HELD IN OCTOBER OF EACH YEAR. DOES NOT ACCEPT REQUESTS OF FUNDS FOR INDIVIDUALS. COLLEGE NOW GREATER CLEVELAND 200 PUBLIC SQUARE CLEVELAND OH 44114 N/A PUBLIC COLLEGE ACCESS AND SCHOLARSHIPS 5000 BEECH BROOK 3737 LANDER ROAD CLEVELAND OH 44124 N/A PUBLIC SPONSOR - 2010 BEECH BROOK BALL 2500 MISS HALL'S SCHOOL 492 HOLMES ROAD PITTSFIELD MA 01202 N/A PRIVATE ENDOWED FACULTY CHAIR 50000 CAMP HO MITA KODA 3601 S GREEN ROAD CLEVELAND OH 44122 N/A PUBLIC ANNUAL FUND 10000 CLEVELAND INSTITUTE OF MUSIC 11021 EAST BOULEVARD CLEVELAND OH 44106 N/A PUBLIC ANNUAL FUND 10000 CLEVELAND MUSEUM OF NATURAL HISTORY 1 WADE OVAL DRIVE CLEVELAND OH 44106 N/A PUBLLIC ANNUAL FUND 2000 CLEVELAND SIGN CENTER 1909 EAST 101ST STREET CLEVELAND OH 44106 N/A PUBLIC PREVENTION & EDUCATION PROGRAMS 5000 CLEVELAND ZOOLOGICAL SOCIETY 3900 WILDLIFE WAY CLEVELAND OH 44109 N/A PUBLIC OPERATING SUPPORT 1500 THE HOLDEN ARBORETUM 9500 SPERRY ROAD KIRTLAND OH 44094 N/A PUBLIC OPERATING SUPPORT 10000 HOPEWELL 9637 STATE ROUTE 534 PO 1 MESOPOTAMIA OH 44439 N/A PUBLIC SCHOLARSHIP PROGRAM SUPPORT 10000 THE LAKEVIEW CEMETARY FUND 12316 EUCLID AVENUE CLEVELAND OH 44106 N/A PUBLIC OPERATING SUPPORT 500 MAKE-A-WISH FOUNDATION 1422 EUCLID AVENUE CLEVELAND OH 44115 N/A PUBLIC OPERATING SUPPORT 10000 NEW DIRECTIONS 30800 CHAGRIN BOULEVARD CLEVELAND OH 44124 N/A PUBLIC ANNUAL FUND 10000 PLAYHOUSE SQUARE FOUNDATION 1501 EUCLID AVENUE CLEVELAND OH 44115 N/A PUBLIC ANNUAL FUND 5000 UH-RAINBOW BABIES & CHILDRENS HOSPITAL 11100 EUCLID AVE CLEVELAND OH 44106 N/A PUBLIC OPERATING SUPPORT 375000 ST MARTIN DE PORRES HIGH SCHOOL 6111 LAUSCHE AVENUE CLEVELAND OH 44103 N/A PUBLIC PROGRAM SUPPORT 48000 SUICIDE PREVENTION OF NE OHIO 29425 CHAGRIN BOULEVARD CLEVELAND OH 44122 N/A PUBLIC PROGRAM SUPPORT 40000 FIELDSTONE FARM 16497 SNYDER ROAD CHAGRIN FALLS OH 44023 N/A PUBLIC RESEARCH PROJECT 10000 UNITED WAY OF LAKE COUNTY 9285 PROGRESS PARKWAY MENTOR OH 44060 N/A PUBLIC OPERATING SUPPORT 10000 ELDERHOUSE 7 LEWIS STREET NORWALK CT 06851 N/A PUBLIC CAPITAL CAMPAIGN 50000 HATHAWAY BROWN 19600 NORTH PARK BLVD SHAKER HTS OH 44122 N/A PUBLIC SCHOLARSHIP 250000 RECOVERY RESOURCES 3950 CHESTER AVENUE CLEVELAND OH 44114 N/A PUBLIC UNCOMPENSATED CARE PROJECT 5000 VOCATIONAL GUIDANCE SERVICES 2239 EAST 55TH STREET CLEVELAND OH 44103 N/A PUBLIC OPERATING SUPPORT 5000 924500 14 85 14 565206 18 205322 -29951 770613 -29951 740662 false false false false false false false false false false MNAS-ACCOUNTING/TAX FEE 50988 38241 12747 PAMELA B KEEFE STEPHEN T KEEFE ALICE B BURNHAM SARAH DIMLING PRISCILLA PERROTTI JOSEPH P KOVALCHECK JR 50-CONOCOPHILLIPS 2011-07 PURCHASE 2011-12 3523 3785 -262 200-CONOCOPHILLIPS 2011-07 PURCHASE 2011-12 14093 15288 -1195 400-UNITEDHEALTH GROUP INC 2011-06 PURCHASE 2011-12 19961 20905 -944 50-CONOCOPHILLIPS 2011-06 PURCHASE 2011-12 3523 3580 -57 125-BORGWARNER INC 2011-02 PURCHASE 2011-12 7995 9911 -1916 250-LOWE'S COS INC 2010-12 PURCHASE 2011-12 6409 6267 142 200-LOWE'S COS INC 2010-12 PURCHASE 2011-12 5127 5069 58 225-ACCENTURE PLC-CL A 2010-11 PURCHASE 2011-12 11584 10258 1326 200-RIVERBED TECHNOLOGY INC 2011-06 PURCHASE 2011-12 4712 7734 -3022 100-CELGENE CORP 2011-03 PURCHASE 2011-12 6324 5670 654 300-COMCAST CORP-CL A 2011-04 PURCHASE 2011-12 7018 7645 -627 150-CELGENE CORP 2011-02 PURCHASE 2011-12 9600 7910 1690 24-COMCAST CORP-CL A 2011-02 PURCHASE 2011-12 561 599 -38 75-LAS VEGAS SANDS CORP 2011-09 PURCHASE 2011-12 3417 3229 188 100-PEPSICO INC 2011-09 PURCHASE 2011-12 6479 6023 456 100-LAS VEGAS SANDS CORP 2011-08 PURCHASE 2011-12 4556 4073 483 300-CONOCOPHILLIPS 2011-06 PURCHASE 2011-12 21903 21479 424 200-RIVERBED TECHNOLOGY INC 2011-05 PURCHASE 2011-12 5390 7023 -1633 100-CONOCOPHILLIPS 2011-05 PURCHASE 2011-12 7301 7304 -3 200-RIVERBED TECHNOLOGY INC 2011-04 PURCHASE 2011-12 5390 6969 -1579 100-CONOCOPHILLIPS 2011-04 PURCHASE 2011-12 7301 8001 -700 100-CONOCOPHILLIPS 2011-04 PURCHASE 2011-12 7301 8045 -744 100-CONOCOPHILLIPS 2011-04 PURCHASE 2011-12 7301 7998 -697 50-CONOCOPHILLIPS 2009-12 PURCHASE 2011-12 3650 2520 1130 993.125-BERNSTEIN INTERNATIONAL PORT 2007-08 PURCHASE 2011-12 13000 26914 -13914 100-WELLPOINT INC 2011-03 PURCHASE 2011-12 6915 6784 131 70000-FEDERATED MONEY MKT OBLIG TR G 2009-03 PURCHASE 2011-12 70000 70000 235-GILEAD SCIENCES INC 2011-08 PURCHASE 2011-11 9058 8661 397 200-GILEAD SCIENCES INC 2011-07 PURCHASE 2011-11 7709 8128 -419 200-GILEAD SCIENCES INC 2010-10 PURCHASE 2011-11 7709 7956 -247 200-GILEAD SCIENCES INC 2010-05 PURCHASE 2011-11 7709 7102 607 115-GILEAD SCIENCES INC 2010-04 PURCHASE 2011-11 4432 5235 -803 200-GILEAD SCIENCES INC 2010-03 PURCHASE 2011-11 7709 9415 -1706 150-JOHNSON CONTROLS INC 2009-09 PURCHASE 2011-11 4314 4139 175 150-JOHNSON CONTROLS INC 2009-08 PURCHASE 2011-11 4315 4046 269 2-GOLDMAN SACHS GROUP INC 2010-10 PURCHASE 2011-11 185 293 -108 73-GOLDMAN SACHS GROUP INC 2010-09 PURCHASE 2011-11 6757 11039 -4282 1-NVR INC 2009-08 PURCHASE 2011-11 643 672 -29 15-NVR INC 2009-07 PURCHASE 2011-11 9640 7368 2272 200-STARBUCKS CORP 2010-09 PURCHASE 2011-11 8660 5099 3561 100-MARATHON PETROLEUM CORP 2010-06 PURCHASE 2011-11 3440 2609 831 400-MARATHON PETROLEUM CORP 2010-05 PURCHASE 2011-11 13760 10173 3587 25-NOBLE ENERGY INC 2010-04 PURCHASE 2011-11 2395 1926 469 75-NOBLE ENERGY INC 2010-02 PURCHASE 2011-11 7186 5756 1430 325-ARUBA NETWORKS INC 2011-09 PURCHASE 2011-11 7640 7360 280 185-COMCAST CORP-CL A 2010-05 PURCHASE 2011-11 4130 3672 458 215-COMCAST CORP-CL A 2010-03 PURCHASE 2011-11 4800 3868 932 200-LAS VEGAS SANDS CORP 2011-08 PURCHASE 2011-11 9049 8145 904 25-LAS VEGAS SANDS CORP 2011-08 PURCHASE 2011-11 1131 1018 113 100-JPMORGAN CHASE & CO 2010-06 PURCHASE 2011-11 3338 3956 -618 500-SMITHFIELD FOODS INC 2010-04 PURCHASE 2011-11 11588 9852 1736 130-JPMORGAN CHASE & CO 2009-06 PURCHASE 2011-11 4340 4557 -217 85-JPMORGAN CHASE & CO 2009-05 PURCHASE 2011-11 2838 3151 -313 150-ROVI CORP 2011-06 PURCHASE 2011-11 4257 8582 -4325 25-PROCTER & GAMBLE CO 2011-04 PURCHASE 2011-11 1583 1597 -14 100-PROCTER & GAMBLE CO 2011-04 PURCHASE 2011-11 6333 6193 140 150-ROVI CORP 2011-02 PURCHASE 2011-11 4257 8953 -4696 125-ROVI CORP 2011-02 PURCHASE 2011-11 3548 7837 -4289 100-CELGENE CORP 2010-08 PURCHASE 2011-11 6432 5691 741 75-ARUBA NETWORKS INC 2011-09 PURCHASE 2011-11 1815 1698 117 450-ARUBA NETWORKS INC 2011-07 PURCHASE 2011-11 10890 10931 -41 100-MONSANTO CO 2011-02 PURCHASE 2011-11 7315 7538 -223 635-COMCAST CORP-CL A 2010-03 PURCHASE 2011-11 13888 11425 2463 75-GOLDMAN SACHS GROUP INC 2010-09 PURCHASE 2011-11 7998 11342 -3344 200-METLIFE INC 2011-03 PURCHASE 2011-11 6666 8988 -2322 125-PROCTER & GAMBLE CO 2011-04 PURCHASE 2011-10 8055 7741 314 150-LIMITED BRANDS INC 2011-01 PURCHASE 2011-10 6480 4304 2176 150-CONOCOPHILLIPS 2009-12 PURCHASE 2011-10 10785 7559 3226 300-CONOCOPHILLIPS 2009-11 PURCHASE 2011-10 21570 15844 5726 50-CONOCOPHILLIPS 2009-11 PURCHASE 2011-10 3595 2596 999 350-WELLS FARGO & COMPANY 2011-09 PURCHASE 2011-10 9509 8450 1059 300-AT&T INC 2011-04 PURCHASE 2011-10 8824 9164 -340 650-WELLS FARGO & COMPANY 2011-03 PURCHASE 2011-10 17660 20396 -2736 100-DEVON ENERGY CORPORATION 2011-02 PURCHASE 2011-10 6584 8847 -2263 100-DEVON ENERGY CORPORATION 2011-01 PURCHASE 2011-10 6584 8391 -1807 100-DEVON ENERGY CORPORATION 2010-12 PURCHASE 2011-10 6584 7694 -1110 150-CITRIX SYSTEMS INC 2010-10 PURCHASE 2011-10 11288 9132 2156 1000-DELL INC 2010-10 PURCHASE 2011-10 16321 13495 2826 100-CELGENE CORP 2010-08 PURCHASE 2011-10 6519 5691 828 200-DIRECTV-CLASS A 2011-05 PURCHASE 2011-10 9322 9944 -622 100-DELTA AIR LINES INC 2011-01 PURCHASE 2011-10 846 1176 -330 300-DIRECTV-CLASS A 2011-01 PURCHASE 2011-10 13983 12601 1382 600-DELTA AIR LINES INC 2010-11 PURCHASE 2011-10 5077 8255 -3178 267-GILEAD SCIENCES INC 2010-04 PURCHASE 2011-10 10910 12155 -1245 100-CELGENE CORP 2010-05 PURCHASE 2011-10 6659 5964 695 75-NORTHROP GRUMMAN CORP 2010-12 PURCHASE 2011-10 4232 4397 -165 150-NORTHROP GRUMMAN CORP 2010-10 PURCHASE 2011-10 8463 8234 229 200-RIVERBED TECHNOLOGY INC 2011-04 PURCHASE 2011-10 4933 6923 -1990 200-RIVERBED TECHNOLOGY INC 2011-02 PURCHASE 2011-10 4933 8379 -3446 150-UNITED TECHNOLOGIES CORP 2011-08 PURCHASE 2011-10 11053 12255 -1202 50-NORTHROP GRUMMAN CORP 2010-10 PURCHASE 2011-10 2716 2745 -29 250-NORTHROP GRUMMAN CORP 2010-09 PURCHASE 2011-10 13582 13519 63 100-MONSANTO CO 2011-02 PURCHASE 2011-10 7322 7538 -216 325-BUNGE LTD 2011-09 PURCHASE 2011-10 18543 18258 285 225-BUNGE LTD 2010-06 PURCHASE 2011-10 12837 10990 1847 225-INGERSOLL-RAND PLC 2010-03 PURCHASE 2011-10 6561 7979 -1418 250-JUNIPER NETWORKS INC 2011-02 PURCHASE 2011-10 5109 11045 -5936 125-JUNIPER NETWORKS INC 2011-01 PURCHASE 2011-10 2555 4388 -1833 100-LIMITED BRANDS INC 2011-01 PURCHASE 2011-10 4250 2869 1381 300-LIMITED BRANDS INC 2010-11 PURCHASE 2011-10 12749 9918 2831 75-GOODRICH CORP 2010-08 PURCHASE 2011-10 9053 5269 3784 100-THE WALT DISNEY CO. 2010-05 PURCHASE 2011-10 3439 3571 -132 400-THE WALT DISNEY CO. 2010-05 PURCHASE 2011-10 13756 14104 -348 900-NEXEN INC 2010-01 PURCHASE 2011-10 14757 19324 -4567 400-NEXEN INC 2009-07 PURCHASE 2011-10 6559 7811 -1252 600-NEXEN INC 2009-06 PURCHASE 2011-10 9838 15410 -5572 14168.317-OVERLAY A PORTFOLIO CLASS 2011-02 PURCHASE 2011-10 157410 169170 -11760 23580.019-OVERLAY B PORTFOLIO CLASS 2011-02 PURCHASE 2011-10 254900 254900 150-ACCENTURE PLC-CL A 2010-11 PURCHASE 2011-10 8560 6838 1722 14335.732-BERNSTEIN INTER. DURATION 2007-08 PURCHASE 2011-10 229085 214032 15053 6151.225-BERNSTEIN INTERNATIONAL POR 2007-08 PURCHASE 2011-10 80335 166698 -86363 42-ANADARKO PETROLEUM CORP 2011-07 PURCHASE 2011-10 2817 3323 -506 25-NOBLE ENERGY INC 2010-02 PURCHASE 2011-10 1877 1919 -42 75-NOBLE ENERGY INC 2010-02 PURCHASE 2011-10 5630 5757 -127 475-ALCOA INC 2011-05 PURCHASE 2011-10 4685 7609 -2924 825-ALCOA INC 2010-12 PURCHASE 2011-10 8137 11855 -3718 25-ANADARKO PETROLEUM CORP 2011-06 PURCHASE 2011-10 1584 1798 -214 150-ANADARKO PETROLEUM CORP 2011-06 PURCHASE 2011-10 9501 11320 -1819 75-OCCIDENTAL PETROLEUM CORP 2011-04 PURCHASE 2011-10 5150 7562 -2412 275-ALCOA INC 2010-12 PURCHASE 2011-10 2415 3952 -1537 425-ALCOA INC 2010-11 PURCHASE 2011-10 3732 5931 -2199 50-CITRIX SYSTEMS INC 2010-10 PURCHASE 2011-09 2822 3044 -222 100-CITRIX SYSTEMS INC 2010-09 PURCHASE 2011-09 5645 6871 -1226 200-BUNGE LTD 2010-06 PURCHASE 2011-09 11734 9769 1965 25-APPLE INC 2008-03 PURCHASE 2011-09 10031 3563 6468 125-STANLEY BLACK & DECKER INC 2011-07 PURCHASE 2011-09 6756 8764 -2008 25295.125-BERNSTEIN INTER. DURATION 2007-08 PURCHASE 2011-09 409275 377656 31619 4654.195-BERNSTEIN INTER. DURATION I 2007-08 PURCHASE 2011-09 75305 69208 6097 25-GOOGLE INC-CL A 2006-03 PURCHASE 2011-09 13033 8646 4387 300-ALTRIA GROUP INC 2010-09 PURCHASE 2011-09 8145 7216 929 100-CELGENE CORP 2010-05 PURCHASE 2011-09 6423 5964 459 100-CELGENE CORP 2008-03 PURCHASE 2011-09 6423 5632 791 300-UNITEDHEALTH GROUP INC 2011-06 PURCHASE 2011-09 14940 15027 -87 175-STANLEY BLACK & DECKER INC 2011-04 PURCHASE 2011-09 9692 13222 -3530 150-TRANSOCEAN LTD 2011-05 PURCHASE 2011-09 8781 10368 -1587 75-GOLDMAN SACHS GROUP INC 2010-09 PURCHASE 2011-09 7985 11342 -3357 950-GENERAL ELECTRIC CO 2010-02 PURCHASE 2011-09 14564 15116 -552 75-OCCIDENTAL PETROLEUM CORP 2011-04 PURCHASE 2011-09 5938 7618 -1680 25-STANLEY BLACK & DECKER INC 2011-04 PURCHASE 2011-09 1338 1889 -551 125-STANLEY BLACK & DECKER INC 2010-12 PURCHASE 2011-09 6689 8404 -1715 150-NORTHROP GRUMMAN CORP 2010-09 PURCHASE 2011-09 7776 8112 -336 100-NORTHROP GRUMMAN CORP 2009-09 PURCHASE 2011-09 5184 4391 793 525-NEWS CORP 2010-10 PURCHASE 2011-09 8639 7260 1379 875-NEWS CORP 2009-06 PURCHASE 2011-09 14398 7952 6446 200-JOHNSON CONTROLS INC 2009-08 PURCHASE 2011-09 6291 5395 896 500-DOW CHEMICAL 2011-01 PURCHASE 2011-08 13299 17605 -4306 205-DOW CHEMICAL 2011-01 PURCHASE 2011-08 5452 7302 -1850 100-STANLEY BLACK & DECKER INC 2010-12 PURCHASE 2011-08 5891 6723 -832 525-NEWS CORP 2009-06 PURCHASE 2011-08 8254 4771 3483 300-WELLS FARGO & COMPANY 2011-03 PURCHASE 2011-08 7225 9413 -2188 798.526-BERNSTEIN INTER. DURATION IN 2007-08 PURCHASE 2011-08 13000 11874 1126 175-ROYAL CARIBBEAN CRUISES LTD 2011-05 PURCHASE 2011-08 4391 7004 -2613 150-RAYTHEON COMPANY 2011-05 PURCHASE 2011-08 6197 7411 -1214 175-RAYTHEON COMPANY 2011-03 PURCHASE 2011-08 7230 8974 -1744 250-ROYAL CARIBBEAN CRUISES LTD 2011-02 PURCHASE 2011-08 6273 11304 -5031 200-PROCTER & GAMBLE CO 2011-03 PURCHASE 2011-08 12268 12123 145 100-RIVERBED TECHNOLOGY INC 2011-02 PURCHASE 2011-08 2515 4189 -1674 300-RIVERBED TECHNOLOGY INC 2011-02 PURCHASE 2011-08 7545 12114 -4569 575-NEWS CORP 2010-10 PURCHASE 2011-08 9455 7952 1503 25-APPLE INC 2008-03 PURCHASE 2011-08 9449 3563 5886 75-OCCIDENTAL PETROLEUM CORP 2011-04 PURCHASE 2011-08 6348 7618 -1270 500-NABORS INDUSTRIES LTD 2011-03 PURCHASE 2011-08 9426 14210 -4784 450-NABORS INDUSTRIES LTD 2011-02 PURCHASE 2011-08 8483 11976 -3493 75-OCCIDENTAL PETROLEUM CORP 2011-01 PURCHASE 2011-08 6348 7346 -998 500-GAP INC/THE 2010-07 PURCHASE 2011-08 8136 9353 -1217 700-GAP INC/THE 2010-03 PURCHASE 2011-08 11390 16373 -4983 325-HESS CORP 2011-05 PURCHASE 2011-08 17952 25295 -7343 125-HESS CORP 2011-04 PURCHASE 2011-08 6904 10801 -3897 500-TESORO CORPORATION 2011-02 PURCHASE 2011-08 9652 12116 -2464 200-HESS CORP 2010-11 PURCHASE 2011-08 11047 13861 -2814 50-HESS CORP 2010-08 PURCHASE 2011-08 2762 2662 100 150-BUNGE LTD 2010-06 PURCHASE 2011-08 8877 7327 1550 75-BUNGE LTD 2009-12 PURCHASE 2011-08 4438 4667 -229 2400-OFFICE DEPOT INC 2009-12 PURCHASE 2011-08 6048 16317 -10269 1200-SPRINT NEXTEL CORP 2011-06 PURCHASE 2011-08 3844 6331 -2487 150-RELIANCE STEEL & ALUMINUM 2011-05 PURCHASE 2011-08 5999 7790 -1791 225-RELIANCE STEEL & ALUMINUM 2011-01 PURCHASE 2011-08 8998 11802 -2804 150-DEVON ENERGY CORPORATION 2010-12 PURCHASE 2011-08 10520 11541 -1021 743.494-BERNSTEIN INTER. DURATION IN 2007-08 PURCHASE 2011-08 12000 11056 944 150-RAYTHEON COMPANY 2011-03 PURCHASE 2011-08 6308 7692 -1384 225-RAYTHEON COMPANY 2010-11 PURCHASE 2011-08 9462 10636 -1174 500-DELL INC 2010-10 PURCHASE 2011-08 7580 6748 832 150-NETAPP INC 2011-05 PURCHASE 2011-08 6861 8187 -1326 250-HCA HOLDINGS INC 2011-05 PURCHASE 2011-08 5963 8616 -2653 250-HCA HOLDINGS INC 2011-03 PURCHASE 2011-08 5963 8510 -2547 125-OCCIDENTAL PETROLEUM CORP 2011-01 PURCHASE 2011-08 11779 12243 -464 250-DIRECTV-CLASS A 2011-01 PURCHASE 2011-08 12316 10500 1816 400-LOWE'S COS INC 2010-12 PURCHASE 2011-08 8155 10137 -1982 75-GOODRICH CORP 2010-08 PURCHASE 2011-08 6953 5269 1684 100-MONSANTO CO 2010-08 PURCHASE 2011-08 7068 5524 1544 500-LOWE'S COS INC 2010-05 PURCHASE 2011-08 10194 13364 -3170 300-LOWE'S COS INC 2010-05 PURCHASE 2011-08 6116 8037 -1921 100-MONSANTO CO 2010-08 PURCHASE 2011-08 7199 5524 1675 800-SPRINT NEXTEL CORP 2011-04 PURCHASE 2011-07 3357 3783 -426 800-SPRINT NEXTEL CORP 2011-04 PURCHASE 2011-07 3357 3783 -426 500-SPRINT NEXTEL CORP 2011-03 PURCHASE 2011-07 2098 2510 -412 125-COOPER INDUSTRIES PLC 2010-05 PURCHASE 2011-07 6535 6225 310 75-COOPER INDUSTRIES PLC 2010-05 PURCHASE 2011-07 3921 3735 186 125-COOPER INDUSTRIES PLC 2010-04 PURCHASE 2011-07 6535 6068 467 75-COOPER INDUSTRIES PLC 2010-04 PURCHASE 2011-07 3921 3641 280 250-NETAPP INC 2011-05 PURCHASE 2011-07 12031 13392 -1361 200-AT&T INC 2011-04 PURCHASE 2011-07 5863 6109 -246 600-AT&T INC 2011-04 PURCHASE 2011-07 17590 18396 -806 50-DEVON ENERGY CORPORATION 2010-12 PURCHASE 2011-07 4027 3847 180 200-DEVON ENERGY CORPORATION 2010-08 PURCHASE 2011-07 16108 12783 3325 250-SOUTHWESTERN ENERGY 2010-12 PURCHASE 2011-07 12096 8912 3184 1000-DELL INC 2010-10 PURCHASE 2011-07 17147 13262 3885 500-AT&T INC 2011-03 PURCHASE 2011-07 15151 13999 1152 350-EXPRESS SCRIPTS INC 2010-10 PURCHASE 2011-07 19412 16845 2567 50-EXPRESS SCRIPTS INC 2010-05 PURCHASE 2011-07 2773 2502 271 125-GOODRICH CORP 2010-08 PURCHASE 2011-07 11636 8781 2855 2100-SPRINT NEXTEL CORP 2011-03 PURCHASE 2011-07 11027 10543 484 400-AT&T INC 2011-03 PURCHASE 2011-07 12034 11199 835 10-APPLE INC 2008-03 PURCHASE 2011-07 3750 1425 2325 15-APPLE INC 2008-03 PURCHASE 2011-07 5625 1840 3785 100-DEVON ENERGY CORPORATION 2010-08 PURCHASE 2011-07 7995 6392 1603 500-AT&T INC 2011-03 PURCHASE 2011-07 15200 13999 1201 325-ENSCO PLC- SPON ADR 2011-05 PURCHASE 2011-07 16760 17578 -818 200-ENSCO PLC- SPON ADR 2010-06 PURCHASE 2011-07 10314 7105 3209 175-ENSCO PLC- SPON ADR 2010-05 PURCHASE 2011-07 9025 7599 1426 200-NEWS CORP 2010-06 PURCHASE 2011-07 3228 2587 641 400-NEWS CORP 2010-06 PURCHASE 2011-07 6457 5174 1283 800-NEWS CORP 2010-06 PURCHASE 2011-07 12913 10939 1974 200-NEWS CORP 2009-06 PURCHASE 2011-07 3228 1818 1410 300-NEWS CORP 2009-02 PURCHASE 2011-07 4842 1846 2996 300-MOTOROLA SOLUTIONS INC 2011-03 PURCHASE 2011-07 13562 12288 1274 650-STEEL DYNAMICS INC 2011-01 PURCHASE 2011-07 10681 12282 -1601 300-INGERSOLL-RAND PLC 2009-11 PURCHASE 2011-07 13817 10374 3443 200-INGERSOLL-RAND PLC 2009-07 PURCHASE 2011-07 9211 4656 4555 350-MOTOROLA SOLUTIONS INC 2011-03 PURCHASE 2011-07 16218 14045 2173 600-SMITHFIELD FOODS INC 2009-06 PURCHASE 2011-06 13236 7680 5556 25-ACCENTURE PLC-CL A 2010-11 PURCHASE 2011-06 1434 1140 294 125-ACCENTURE PLC-CL A 2010-10 PURCHASE 2011-06 7169 5648 1521 300-COOPER INDUSTRIES PLC 2010-04 PURCHASE 2011-06 17560 14564 2996 150-PARKER HANNIFIN CORP 2010-12 PURCHASE 2011-06 12858 13066 -208 325-TIME WARNER CABLE 2009-04 PURCHASE 2011-06 24170 9067 15103 150-NEWFIELD EXPLORATION CO 2011-05 PURCHASE 2011-06 9571 10944 -1373 900-CONSTELLATION BRANDS INC-A 2009-07 PURCHASE 2011-06 18953 12067 6886 83-HUNTINGTON INGALLS INDUST-WI 2010-12 PURCHASE 2011-06 3026 2999 27 33-HUNTINGTON INGALLS INDUST-WI 2010-10 PURCHASE 2011-06 1203 1123 80 67-HUNTINGTON INGALLS INDUST-WI 2010-09 PURCHASE 2011-06 2443 2213 230 90-GOLDMAN SACHS GROUP INC 2010-09 PURCHASE 2011-06 12058 13610 -1552 17-HUNTINGTON INGALLS INDUST-WI 2009-09 PURCHASE 2011-06 620 449 171 275-DTE ENERGY COMPANY 2011-03 PURCHASE 2011-06 13627 13023 604 300-EMC CORP/MASS 2010-01 PURCHASE 2011-06 8052 5370 2682 375-TIME WARNER INC 2009-04 PURCHASE 2011-06 13087 7652 5435 155-DEVON ENERGY CORPORATION 2010-08 PURCHASE 2011-06 12514 9907 2607 100-DEVON ENERGY CORPORATION 2009-11 PURCHASE 2011-06 8074 6952 1122 45-DEVON ENERGY CORPORATION 2009-11 PURCHASE 2011-06 3633 3202 431 175-NEWFIELD EXPLORATION CO 2010-10 PURCHASE 2011-06 12578 10234 2344 100-DOW CHEMICAL 2010-08 PURCHASE 2011-05 3569 2574 995 400-DOW CHEMICAL 2010-06 PURCHASE 2011-05 14278 10420 3858 200-DOW CHEMICAL 2010-05 PURCHASE 2011-05 7139 5714 1425 150-SOUTHWESTERN ENERGY 2010-12 PURCHASE 2011-05 6491 5347 1144 125-AON CORP 2011-02 PURCHASE 2011-05 6484 6282 202 225-CAMERON INTERNATIONAL CORP 2011-01 PURCHASE 2011-05 10746 11514 -768 200-DELL INC 2010-10 PURCHASE 2011-05 3161 2652 509 600-DELL INC 2010-10 PURCHASE 2011-05 9484 7794 1690 200-DELL INC 2010-09 PURCHASE 2011-05 3161 2455 706 165-JPMORGAN CHASE & CO 2009-05 PURCHASE 2011-05 7004 6116 888 800-COMMERCIAL METALS CO 2010-04 PURCHASE 2011-05 11983 12910 -927 25-CAMERON INTERNATIONAL CORP 2011-01 PURCHASE 2011-05 1188 1279 -91 150-CAMERON INTERNATIONAL CORP 2009-09 PURCHASE 2011-05 7127 5797 1330 450-WELLS FARGO & COMPANY 2011-03 PURCHASE 2011-05 12861 14120 -1259 400-ARCHER-DANIELS-MIDLAND CO 2011-02 PURCHASE 2011-05 12598 14846 -2248 100-DOW CHEMICAL 2011-01 PURCHASE 2011-05 3714 3562 152 300-DOW CHEMICAL 2011-01 PURCHASE 2011-05 11142 10404 738 100-DOW CHEMICAL 2011-01 PURCHASE 2011-05 3714 3477 237 300-ARCHER-DANIELS-MIDLAND CO 2010-10 PURCHASE 2011-05 9448 9952 -504 60-GOLDMAN SACHS GROUP INC 2010-08 PURCHASE 2011-05 8419 8699 -280 150-EDISON INTERNATIONAL 2011-03 PURCHASE 2011-05 5946 5629 317 400-COMCAST CORP-CL A 2011-02 PURCHASE 2011-05 9946 9975 -29 200-EDISON INTERNATIONAL 2010-12 PURCHASE 2011-05 7928 7547 381 60-JPMORGAN CHASE & CO 2010-06 PURCHASE 2011-05 2590 2374 216 150-COMCAST CORP-CL A 2010-03 PURCHASE 2011-05 3730 2699 1031 650-COMCAST CORP-CL A 2010-03 PURCHASE 2011-05 16162 11421 4741 400-JPMORGAN CHASE & CO 2009-12 PURCHASE 2011-05 17269 16776 493 375-JPMORGAN CHASE & CO 2009-05 PURCHASE 2011-05 16190 13824 2366 350-JPMORGAN CHASE & CO 2009-04 PURCHASE 2011-05 15111 11933 3178 135-JPMORGAN CHASE & CO 2009-04 PURCHASE 2011-05 5828 4352 1476 110-JPMORGAN CHASE & CO 2009-04 PURCHASE 2011-05 4749 3546 1203 200-LIMITED BRANDS INC 2010-11 PURCHASE 2011-05 8385 6612 1773 200-JOHNSON & JOHNSON 2010-06 PURCHASE 2011-05 13249 11901 1348 275-GILEAD SCIENCES INC 2010-02 PURCHASE 2011-05 11342 12715 -1373 165-JPMORGAN CHASE & CO 2009-04 PURCHASE 2011-05 7117 5320 1797 400-MORGAN STANLEY 2010-10 PURCHASE 2011-05 9789 9947 -158 15-GOLDMAN SACHS GROUP INC 2010-08 PURCHASE 2011-05 2129 2175 -46 100-GOLDMAN SACHS GROUP INC 2010-08 PURCHASE 2011-05 14193 15355 -1162 500-MORGAN STANLEY 2009-09 PURCHASE 2011-05 12237 13714 -1477 25-ALLERGAN INC 2011-01 PURCHASE 2011-05 2035 1767 268 75-ALLERGAN INC 2010-11 PURCHASE 2011-05 6104 5161 943 400-LOWE'S COS INC 2010-05 PURCHASE 2011-05 10280 10691 -411 150-CAMERON INTERNATIONAL CORP 2009-09 PURCHASE 2011-05 7216 5797 1419 50-CAMERON INTERNATIONAL CORP 2008-04 PURCHASE 2011-05 2405 2384 21 225-JUNIPER NETWORKS INC 2011-01 PURCHASE 2011-05 8477 7898 579 154-WELLS FARGO & COMPANY 2010-04 PURCHASE 2011-05 4294 5016 -722 346-WELLS FARGO & COMPANY 2010-04 PURCHASE 2011-05 9649 11262 -1613 350-EDISON INTERNATIONAL 2010-12 PURCHASE 2011-05 13689 13371 318 25-LEAR CORP 2010-11 PURCHASE 2011-05 1268 1111 157 50-LEAR CORP 2010-11 PURCHASE 2011-05 2536 2222 314 300-LEAR CORP 2010-06 PURCHASE 2011-05 15214 10518 4696 500-TE CONNECTIVITY LTD 2009-11 PURCHASE 2011-05 18033 12260 5773 192-TIME WARNER INC 2009-04 PURCHASE 2011-04 7265 3918 3347 133-TIME WARNER INC 2009-03 PURCHASE 2011-04 5033 2212 2821 600-DELL INC 2010-09 PURCHASE 2011-04 9509 7364 2145 900-DELL INC 2010-08 PURCHASE 2011-04 14263 10900 3363 125-WELLS FARGO & COMPANY 2010-08 PURCHASE 2011-04 3659 3220 439 60-WELLS FARGO & COMPANY 2010-04 PURCHASE 2011-04 1756 1954 -198 474-WELLS FARGO & COMPANY 2010-04 PURCHASE 2011-04 13876 15428 -1552 300-WELLS FARGO & COMPANY 2010-01 PURCHASE 2011-04 8782 8326 456 300-DELL INC 2009-11 PURCHASE 2011-04 4754 4408 346 150-DIRECTV-CLASS A 2010-04 PURCHASE 2011-04 7071 5452 1619 50-GOLDMAN SACHS GROUP INC 2010-01 PURCHASE 2011-04 7586 7478 108 35-GOLDMAN SACHS GROUP INC 2010-01 PURCHASE 2011-04 5310 5499 -189 200-TEVA PHARMACEUTICAL-SP ADR 2011-03 PURCHASE 2011-04 9195 9909 -714 210-KOHLS CORP 2010-10 PURCHASE 2011-04 10920 10999 -79 165-KOHLS CORP 2010-09 PURCHASE 2011-04 8580 8254 326 400-GARMIN LTD 2010-01 PURCHASE 2011-04 13646 13412 234 500-TEVA PHARMACEUTICAL-SP ADR 2008-07 PURCHASE 2011-04 22987 22877 110 100-TEVA PHARMACEUTICAL-SP ADR 2008-06 PURCHASE 2011-04 4597 4478 119 125-AON CORP 2011-02 PURCHASE 2011-04 6518 6282 236 300-AON CORP 2011-02 PURCHASE 2011-04 15642 14995 647 400-NEWS CORP 2009-02 PURCHASE 2011-04 6921 2461 4460 326-WELLS FARGO & COMPANY 2010-01 PURCHASE 2011-04 9700 8967 733 50-ROVI CORP 2011-02 PURCHASE 2011-04 2460 3135 -675 150-ROVI CORP 2011-01 PURCHASE 2011-04 7381 10266 -2885 25-ROVI CORP 2010-12 PURCHASE 2011-04 1230 1418 -188 200-DIRECTV-CLASS A 2010-04 PURCHASE 2011-04 9171 7270 1901 350-AON CORP 2011-01 PURCHASE 2011-04 18237 16163 2074 50-AON CORP 2011-01 PURCHASE 2011-04 2605 2309 296 25-APPLE INC 2008-03 PURCHASE 2011-04 8322 3067 5255 200-EATON CORP 2010-11 PURCHASE 2011-04 10506 9786 720 200-LIMITED BRANDS INC 2010-11 PURCHASE 2011-04 7554 6612 942 50-EATON CORP 2010-11 PURCHASE 2011-04 2627 2403 224 225-HONEYWELL INTERNATIONAL INC 2011-01 PURCHASE 2011-04 12936 12491 445 150-CARNIVAL CORP 2011-03 PURCHASE 2011-04 5603 5829 -226 450-BB&T CORP 2009-09 PURCHASE 2011-04 12263 12526 -263 250-BB&T CORP 2009-09 PURCHASE 2011-04 6813 6657 156 175-HONEYWELL INTERNATIONAL INC 2011-01 PURCHASE 2011-04 10273 9716 557 75-HONEYWELL INTERNATIONAL INC 2010-12 PURCHASE 2011-04 4403 3889 514 150-MCKESSON CORP 2011-02 PURCHASE 2011-04 11847 11983 -136 250-CARNIVAL CORP 2010-12 PURCHASE 2011-04 9709 10659 -950 150-CARNIVAL CORP 2010-10 PURCHASE 2011-04 5826 6429 -603 150-CARNIVAL CORP 2010-10 PURCHASE 2011-04 5826 6429 -603 150-CARNIVAL CORP 2010-10 PURCHASE 2011-04 5826 5890 -64 150-KOHLS CORP 2010-07 PURCHASE 2011-04 8151 7204 947 225-SUNCOR ENERGY INC 2010-01 PURCHASE 2011-04 10061 8495 1566 50-KOHLS CORP 2009-05 PURCHASE 2011-04 2717 2099 618 240-JPMORGAN CHASE & CO 2009-12 PURCHASE 2011-04 11121 10018 1103 300-INTEL CORP 2009-11 PURCHASE 2011-04 5925 5812 113 350-CISCO SYSTEMS INC 2010-10 PURCHASE 2011-04 5965 7682 -1717 475-COMERICA INC 2010-05 PURCHASE 2011-04 17741 19810 -2069 375-ALCOA INC 2010-11 PURCHASE 2011-04 6556 5233 1323 800-SMITHFIELD FOODS INC 2009-06 PURCHASE 2011-03 19354 10240 9114 35-KOHLS CORP 2010-09 PURCHASE 2011-03 1853 1751 102 140-KOHLS CORP 2010-09 PURCHASE 2011-03 7413 6889 524 250-BB&T CORP 2009-09 PURCHASE 2011-03 6933 6657 276 225-KOHLS CORP 2009-05 PURCHASE 2011-03 11913 9445 2468 275-CAPITAL ONE FINANCIAL CORP 2010-08 PURCHASE 2011-03 14154 10506 3648 150-EMERSON ELECTRIC CO 2011-02 PURCHASE 2011-03 8625 9230 -605 250-EMERSON ELECTRIC CO 2011-02 PURCHASE 2011-03 14375 15238 -863 400-EMERSON ELECTRIC CO 2011-02 PURCHASE 2011-03 23000 23933 -933 150-SCHLUMBERGER LTD 2007-12 PURCHASE 2011-03 13621 14630 -1009 85-KOHLS CORP 2010-09 PURCHASE 2011-03 4473 4182 291 265-KOHLS CORP 2010-08 PURCHASE 2011-03 13944 12555 1389 75-OCCIDENTAL PETROLEUM CORP 2010-07 PURCHASE 2011-03 7485 6087 1398 100-DELTA AIR LINES INC 2010-11 PURCHASE 2011-03 994 1376 -382 100-DELTA AIR LINES INC 2010-11 PURCHASE 2011-03 994 1376 -382 600-DELTA AIR LINES INC 2010-11 PURCHASE 2011-03 5966 8652 -2686 25-ENSCO PLC- SPON ADR 2010-05 PURCHASE 2011-03 1421 1086 335 50-ALCON INC 2010-05 PURCHASE 2011-03 8215 7537 678 250-ENSCO PLC- SPON ADR 2010-04 PURCHASE 2011-03 14212 12075 2137 400-DELTA AIR LINES INC 2010-03 PURCHASE 2011-03 3977 5775 -1798 200-NEWFIELD EXPLORATION CO 2010-02 PURCHASE 2011-03 14731 10108 4623 50-ENSCO PLC- SPON ADR 2010-02 PURCHASE 2011-03 2842 2014 828 45-ALCON INC 2010-02 PURCHASE 2011-03 7393 7037 356 14-CME GROUP INC 2010-11 PURCHASE 2011-03 4004 4066 -62 21-CME GROUP INC 2010-11 PURCHASE 2011-03 6006 6098 -92 25-CME GROUP INC 2010-08 PURCHASE 2011-03 7150 6368 782 75-COSTCO WHOLESALE CORP 2009-03 PURCHASE 2011-03 5285 3432 1853 50-CISCO SYSTEMS INC 2010-10 PURCHASE 2011-03 850 1097 -247 400-CISCO SYSTEMS INC 2010-10 PURCHASE 2011-03 6800 8667 -1867 400-CISCO SYSTEMS INC 2010-07 PURCHASE 2011-03 6800 9135 -2335 350-CISCO SYSTEMS INC 2010-04 PURCHASE 2011-03 5950 9542 -3592 200-INTEL CORP 2009-11 PURCHASE 2011-03 3981 3875 106 125-INTEL CORP 2009-09 PURCHASE 2011-03 2488 2472 16 600-VODAFONE GROUP PLC-SP ADR 2010-10 PURCHASE 2011-03 16169 15230 939 100-NEWFIELD EXPLORATION CO 2010-02 PURCHASE 2011-03 6891 5054 1837 75-GOLDMAN SACHS GROUP INC 2010-01 PURCHASE 2011-03 11640 11785 -145 350-VODAFONE GROUP PLC-SP ADR 2009-05 PURCHASE 2011-03 9432 6746 2686 100-COSTCO WHOLESALE CORP 2009-03 PURCHASE 2011-03 6996 4576 2420 150-GOODRICH CORP 2010-04 PURCHASE 2011-03 12401 10646 1755 375-INTEL CORP 2009-09 PURCHASE 2011-03 7820 7417 403 100-INTEL CORP 2009-07 PURCHASE 2011-03 2085 1866 219 25-KOHLS CORP 2009-05 PURCHASE 2011-03 1372 1049 323 150-KOHLS CORP 2009-05 PURCHASE 2011-03 8234 6596 1638 100-OCCIDENTAL PETROLEUM CORP 2010-07 PURCHASE 2011-03 10153 8116 2037 150-JPMORGAN CHASE & CO 2009-04 PURCHASE 2011-03 6995 4836 2159 75-CAPITAL ONE FINANCIAL CORP 2010-08 PURCHASE 2011-03 3692 2865 827 150-CAPITAL ONE FINANCIAL CORP 2010-05 PURCHASE 2011-03 7385 6759 626 150-ENSCO PLC- SPON ADR 2010-02 PURCHASE 2011-03 8472 6042 2430 150-ENSCO PLC- SPON ADR 2009-12 PURCHASE 2011-03 8472 6167 2305 700-FORD MOTOR CO 2010-05 PURCHASE 2011-03 10120 8540 1580 700-FORD MOTOR CO 2010-04 PURCHASE 2011-03 10120 9195 925 900-FORD MOTOR CO 2010-04 PURCHASE 2011-03 13011 12467 544 45-ALCON INC 2010-02 PURCHASE 2011-03 7469 7037 432 300-FORD MOTOR CO 2010-02 PURCHASE 2011-03 4337 3460 877 50-PARKER HANNIFIN CORP 2010-12 PURCHASE 2011-03 4454 4355 99 100-PARKER HANNIFIN CORP 2010-09 PURCHASE 2011-03 8908 6184 2724 800-DELTA AIR LINES INC 2010-03 PURCHASE 2011-03 8264 11551 -3287 400-VODAFONE GROUP PLC-SP ADR 2009-05 PURCHASE 2011-03 11815 7709 4106 850-VODAFONE GROUP PLC-SP ADR 2009-05 PURCHASE 2011-03 25108 16003 9105 20-CME GROUP INC 2008-10 PURCHASE 2011-03 6184 7417 -1233 100-SCHLUMBERGER LTD 2007-10 PURCHASE 2011-03 9249 9724 -475 50-PARKER HANNIFIN CORP 2010-09 PURCHASE 2011-03 4444 3092 1352 225-PARKER HANNIFIN CORP 2010-08 PURCHASE 2011-03 19997 14346 5651 40-CME GROUP INC 2008-10 PURCHASE 2011-02 12468 14835 -2367 125-EATON CORP 2010-11 PURCHASE 2011-02 13099 12017 1082 125-EATON CORP 2010-11 PURCHASE 2011-02 13099 12017 1082 200-VERTEX PHARMACEUTICALS INC 2010-10 PURCHASE 2011-02 8783 6984 1799 200-VERTEX PHARMACEUTICALS INC 2010-05 PURCHASE 2011-02 8783 7438 1345 125-SUNCOR ENERGY INC 2009-10 PURCHASE 2011-02 5875 4874 1001 100-MCKESSON CORP 2011-02 PURCHASE 2011-02 8064 7989 75 250-NABORS INDUSTRIES LTD 2011-02 PURCHASE 2011-02 7040 6653 387 300-TESORO CORPORATION 2011-02 PURCHASE 2011-02 7245 7270 -25 100-BORGWARNER INC 2011-02 PURCHASE 2011-02 8023 7929 94 200-RIVERBED TECHNOLOGY INC 2011-02 PURCHASE 2011-02 8282 8076 206 150-QUALCOMM INC 2011-01 PURCHASE 2011-02 8882 8148 734 40-NETFLIX INC 2011-01 PURCHASE 2011-02 9426 7344 2082 300-JUNIPER NETWORKS INC 2011-01 PURCHASE 2011-02 13200 10531 2669 125-ROCKWELL AUTOMATION INC 2011-01 PURCHASE 2011-02 11173 9344 1829 1100-KROGER CO 2011-01 PURCHASE 2011-02 25410 23602 1808 125-RELIANCE STEEL & ALUMINUM 2011-01 PURCHASE 2011-02 7298 6556 742 350-STEEL DYNAMICS INC 2011-01 PURCHASE 2011-02 7074 6613 461 700-DOW CHEMICAL 2011-01 PURCHASE 2011-02 26978 24337 2641 100-STANLEY BLACK & DECKER INC 2010-12 PURCHASE 2011-02 7609 6723 886 15-POTASH CORP OF SASKATCHEWAN 2010-12 PURCHASE 2011-02 2700 2093 607 250-INTUIT INC 2010-12 PURCHASE 2011-02 13528 12188 1340 55-POTASH CORP OF SASKATCHEWAN 2010-12 PURCHASE 2011-02 9900 7669 2231 300-ROVI CORP 2010-12 PURCHASE 2011-02 17355 17012 343 300-VIACOM INC-CLASS B 2010-12 PURCHASE 2011-02 13650 11826 1824 125-HONEYWELL INTERNATIONAL INC 2010-12 PURCHASE 2011-02 7249 6482 767 400-LOWE'S COS INC 2010-12 PURCHASE 2011-02 10520 10137 383 200-SOUTHWESTERN ENERGY 2010-12 PURCHASE 2011-02 7290 7130 160 200-EDISON INTERNATIONAL 2010-12 PURCHASE 2011-02 7336 7641 -305 100-LIMITED BRANDS INC 2010-11 PURCHASE 2011-02 3350 3306 44 125-EATON CORP 2010-11 PURCHASE 2011-02 13865 12017 1848 75-RAYTHEON COMPANY 2010-11 PURCHASE 2011-02 3912 3545 367 300-ALLERGAN INC 2010-11 PURCHASE 2011-02 22506 20646 1860 200-GENERAL MOTORS CO 2010-11 PURCHASE 2011-02 7302 6800 502 50-FLOWSERVE CORPORATION 2010-11 PURCHASE 2011-02 6517 5321 1196 600-ALCOA INC 2010-11 PURCHASE 2011-02 10368 8373 1995 500-LIMITED BRANDS INC 2010-11 PURCHASE 2011-02 16750 14824 1926 600-MARVELL TECHNOLOGY GROUP LT 2010-10 PURCHASE 2011-02 11340 11450 -110 150-FLOWSERVE CORPORATION 2010-10 PURCHASE 2011-02 19550 17418 2132 100-DEERE & CO 2010-10 PURCHASE 2011-02 9500 7700 1800 100-ARCHER-DANIELS-MIDLAND CO 2010-10 PURCHASE 2011-02 3765 3317 448 300-CARNIVAL CORP 2010-10 PURCHASE 2011-02 13710 11780 1930 200-ARCHER-DANIELS-MIDLAND CO 2010-10 PURCHASE 2011-02 7530 6663 867 300-ACCENTURE PLC-CL A 2010-10 PURCHASE 2011-02 16083 13555 2528 550-ALTRIA GROUP INC 2010-09 PURCHASE 2011-02 13635 13230 405 150-STARBUCKS CORP 2010-09 PURCHASE 2011-02 5102 3825 1277 200-ORACLE CORP 2010-09 PURCHASE 2011-02 6738 5407 1331 350-ORACLE CORP 2010-09 PURCHASE 2011-02 11792 9398 2394 150-CITRIX SYSTEMS INC 2010-09 PURCHASE 2011-02 10895 10306 589 650-ORACLE CORP 2010-09 PURCHASE 2011-02 21899 17779 4120 350-CENTURYLINK INC 2010-09 PURCHASE 2011-02 14431 13725 706 175-HONEYWELL INTERNATIONAL INC 2010-09 PURCHASE 2011-02 10148 7395 2753 650-STARBUCKS CORP 2010-09 PURCHASE 2011-02 22107 16229 5878 600-GANNETT CO 2010-09 PURCHASE 2011-02 10188 7969 2219 110-KOHLS CORP 2010-08 PURCHASE 2011-02 5876 5211 665 25-MONSANTO CO 2010-08 PURCHASE 2011-02 1810 1381 429 250-HESS CORP 2010-08 PURCHASE 2011-02 21250 13311 7939 75-EOG RESOURCES INC 2010-08 PURCHASE 2011-02 8167 7078 1089 400-UNITED PARCEL SERVICE-CL B 2010-08 PURCHASE 2011-02 30588 25834 4754 275-PARKER HANNIFIN CORP 2010-08 PURCHASE 2011-02 25267 17211 8056 325-MONSANTO CO 2010-08 PURCHASE 2011-02 23527 19636 3891 125-TRAVELERS COS INC/THE 2010-08 PURCHASE 2011-02 7615 6313 1302 550-KIMBERLY-CLARK CORP 2010-08 PURCHASE 2011-02 36113 35716 397 50-GOLDMAN SACHS GROUP INC 2010-07 PURCHASE 2011-02 8402 7637 765 225-HESS CORP 2010-07 PURCHASE 2011-02 19125 11870 7255 125-GOLDMAN SACHS GROUP INC 2010-07 PURCHASE 2011-02 21005 18471 2534 700-FIFTH THIRD BANCORP 2010-07 PURCHASE 2011-02 10514 8638 1876 125-GOLDMAN SACHS GROUP INC 2010-07 PURCHASE 2011-02 21005 18760 2245 25-AMAZON.COM INC 2010-07 PURCHASE 2011-02 4663 3070 1593 25-OCCIDENTAL PETROLEUM CORP 2010-07 PURCHASE 2011-02 2684 2029 655 1800-FIFTH THIRD BANCORP 2010-06 PURCHASE 2011-02 27036 23949 3087 125-HONEYWELL INTERNATIONAL INC 2010-06 PURCHASE 2011-02 7249 5169 2080 700-JOHNSON & JOHNSON 2010-06 PURCHASE 2011-02 42777 41655 1122 1100-NEWS CORP 2010-06 PURCHASE 2011-02 19481 15041 4440 100-OCCIDENTAL PETROLEUM CORP 2010-06 PURCHASE 2011-02 10737 8253 2484 370-HEWLETT-PACKARD CO 2010-05 PURCHASE 2011-02 18008 17113 895 400-ASTRAZENECA PLC-SPONS ADR 2010-05 PURCHASE 2011-02 19752 16815 2937 300-MARATHON OIL CORP 2010-05 PURCHASE 2011-02 14853 9709 5144 150-VERTEX PHARMACEUTICALS INC 2010-05 PURCHASE 2011-02 5874 5579 295 500-DOW CHEMICAL 2010-05 PURCHASE 2011-02 19270 14284 4986 25-THE WALT DISNEY CO. 2010-05 PURCHASE 2011-02 1089 882 207 175-COMERICA INC 2010-05 PURCHASE 2011-02 6939 7298 -359 250-CAPITAL ONE FINANCIAL CORP 2010-05 PURCHASE 2011-02 13173 11266 1907 150-EOG RESOURCES INC 2010-05 PURCHASE 2011-02 16334 16413 -79 300-EXPRESS SCRIPTS INC 2010-05 PURCHASE 2011-02 17031 15010 2021 400-DIRECTV-CLASS A 2010-04 PURCHASE 2011-02 17720 14539 3181 600-FORD MOTOR CO 2010-04 PURCHASE 2011-02 9462 8673 789 400-COMMERCIAL METALS CO 2010-04 PURCHASE 2011-02 6992 6455 537 50-COOPER INDUSTRIES PLC 2010-04 PURCHASE 2011-02 3287 2427 860 200-WELLS FARGO & COMPANY 2010-04 PURCHASE 2011-02 6528 6514 14 400-LOWE'S COS INC 2010-04 PURCHASE 2011-02 10520 10524 -4 300-LOWE'S COS INC 2010-04 PURCHASE 2011-02 7890 7893 -3 200-GILEAD SCIENCES INC 2010-04 PURCHASE 2011-02 7860 9279 -1419 25-GOODRICH CORP 2010-04 PURCHASE 2011-02 2283 1774 509 150-GOODRICH CORP 2010-04 PURCHASE 2011-02 13697 10540 3157 200-DELTA AIR LINES INC 2010-03 PURCHASE 2011-02 2300 2888 -588 1400-DELTA AIR LINES INC 2010-03 PURCHASE 2011-02 16100 17668 -1568 400-GAP INC/THE 2010-03 PURCHASE 2011-02 9220 8908 312 450-COMCAST CORP-CL A 2010-03 PURCHASE 2011-02 11552 7907 3645 1000-COMCAST CORP-CL A 2010-03 PURCHASE 2011-02 25670 17377 8293 200-GAP INC/THE 2010-03 PURCHASE 2011-02 4610 4295 315 175-NEWFIELD EXPLORATION CO 2010-02 PURCHASE 2011-02 11993 8844 3149 75-RAYTHEON COMPANY 2010-02 PURCHASE 2011-02 3912 4233 -321 650-GENERAL ELECTRIC CO 2010-02 PURCHASE 2011-02 13936 10343 3593 110-ALCON INC 2010-02 PURCHASE 2011-02 18194 17203 991 200-GILEAD SCIENCES INC 2010-02 PURCHASE 2011-02 7860 9247 -1387 600-DOW CHEMICAL 2010-02 PURCHASE 2011-02 23124 15808 7316 450-FORD MOTOR CO 2010-02 PURCHASE 2011-02 7097 5190 1907 25-FORD MOTOR CO 2010-02 PURCHASE 2011-02 394 288 106 75-NOBLE ENERGY INC 2010-02 PURCHASE 2011-02 6665 5757 908 150-NOBLE ENERGY INC 2010-02 PURCHASE 2011-02 13331 11312 2019 125-NOBLE ENERGY INC 2010-01 PURCHASE 2011-02 11109 9335 1774 10-GOLDMAN SACHS GROUP INC 2010-01 PURCHASE 2011-02 1680 1571 109 55-GOLDMAN SACHS GROUP INC 2010-01 PURCHASE 2011-02 9242 8642 600 374-WELLS FARGO & COMPANY 2010-01 PURCHASE 2011-02 12207 10288 1919 25-GOLDMAN SACHS GROUP INC 2010-01 PURCHASE 2011-02 4201 3918 283 40-ALCON INC 2010-01 PURCHASE 2011-02 6616 6187 429 400-ROYAL CARIBBEAN CRUISES LTD 2010-01 PURCHASE 2011-02 18864 10731 8133 400-WELLS FARGO & COMPANY 2010-01 PURCHASE 2011-02 13056 11225 1831 450-GARMIN LTD 2010-01 PURCHASE 2011-02 14859 14269 590 600-GENERAL ELECTRIC CO 2010-01 PURCHASE 2011-02 12864 9328 3536 75-ENSCO PLC- SPON ADR 2009-12 PURCHASE 2011-02 3997 3083 914 350-BUNGE LTD 2009-12 PURCHASE 2011-02 25984 21779 4205 600-WELLS FARGO & COMPANY 2009-12 PURCHASE 2011-02 19584 15593 3991 900-WELLS FARGO & COMPANY 2009-12 PURCHASE 2011-02 29376 22500 6876 710-JPMORGAN CHASE & CO 2009-12 PURCHASE 2011-02 34080 29637 4443 200-OFFICE DEPOT INC 2009-12 PURCHASE 2011-02 1094 1360 -266 300-WELLS FARGO & COMPANY 2009-12 PURCHASE 2011-02 9792 8223 1569 226-WELLS FARGO & COMPANY 2009-11 PURCHASE 2011-02 7377 6259 1118 800-DELL INC 2009-11 PURCHASE 2011-02 12344 11755 589 100-DEVON ENERGY CORPORATION 2009-11 PURCHASE 2011-02 8820 7114 1706 675-FORD MOTOR CO 2009-11 PURCHASE 2011-02 10645 5643 5002 650-BROADCOM CORP-CL A 2009-11 PURCHASE 2011-02 27391 18242 9149 125-VERTEX PHARMACEUTICALS INC 2009-11 PURCHASE 2011-02 4895 5050 -155 375-GARMIN LTD 2009-11 PURCHASE 2011-02 12383 10579 1804 700-GENERAL ELECTRIC CO 2009-11 PURCHASE 2011-02 15008 10728 4280 250-CONOCOPHILLIPS 2009-11 PURCHASE 2011-02 19155 12979 6176 350-SUNCOR ENERGY INC 2009-10 PURCHASE 2011-02 15715 13646 2069 250-COOPER INDUSTRIES PLC 2009-10 PURCHASE 2011-02 16433 9467 6966 150-COOPER INDUSTRIES PLC 2009-10 PURCHASE 2011-02 9860 5596 4264 400-CISCO SYSTEMS INC 2009-09 PURCHASE 2011-02 7540 9496 -1956 500-CORNING INC 2009-09 PURCHASE 2011-02 11615 7638 3977 3000-OFFICE DEPOT INC 2009-09 PURCHASE 2011-02 16410 18477 -2067 400-CISCO SYSTEMS INC 2009-09 PURCHASE 2011-02 7540 9356 -1816 350-BB&T CORP 2009-09 PURCHASE 2011-02 9944 9319 625 50-NORTHROP GRUMMAN CORP 2009-09 PURCHASE 2011-02 3456 2420 1036 100-OCCIDENTAL PETROLEUM CORP 2009-08 PURCHASE 2011-02 10737 7259 3478 250-TYCO ELECTRONICS LTD 2009-08 PURCHASE 2011-02 9430 5876 3554 1000-DELL INC 2009-08 PURCHASE 2011-02 15430 13859 1571 250-NORTHROP GRUMMAN CORP 2009-08 PURCHASE 2011-02 17278 11657 5621 400-JOHNSON CONTROLS INC 2009-08 PURCHASE 2011-02 16960 10789 6171 1100-EMC CORP/MASS 2009-07 PURCHASE 2011-02 29898 16664 13234 600-INGERSOLL-RAND PLC 2009-07 PURCHASE 2011-02 28260 13642 14618 300-INTEL CORP 2009-07 PURCHASE 2011-02 6642 5597 1045 300-DEVON ENERGY CORPORATION 2009-07 PURCHASE 2011-02 26460 15758 10702 15-NVR INC 2009-07 PURCHASE 2011-02 11317 7368 3949 200-NORTHROP GRUMMAN CORP 2009-06 PURCHASE 2011-02 13822 9253 4569 125-DANAHER CORP 2009-06 PURCHASE 2011-02 6474 3761 2713 400-JPMORGAN CHASE & CO 2009-06 PURCHASE 2011-02 19200 13995 5205 350-DANAHER CORP 2009-06 PURCHASE 2011-02 18127 11075 7052 150-INGERSOLL-RAND PLC 2009-06 PURCHASE 2011-02 7065 2859 4206 450-JPMORGAN CHASE & CO 2009-05 PURCHASE 2011-02 21600 16330 5270 125-ENSCO PLC- SPON ADR 2009-05 PURCHASE 2011-02 6661 4149 2512 100-AMAZON.COM INC 2009-05 PURCHASE 2011-02 18650 7500 11150 175-DANAHER CORP 2009-05 PURCHASE 2011-02 9063 5123 3940 50-KOHLS CORP 2009-05 PURCHASE 2011-02 2671 2199 472 91-JPMORGAN CHASE & CO 2009-04 PURCHASE 2011-02 4368 2934 1434 439-TIME WARNER CABLE 2009-04 PURCHASE 2011-02 31560 12248 19312 895-JPMORGAN CHASE & CO 2009-04 PURCHASE 2011-02 42960 24990 17970 125-COSTCO WHOLESALE CORP 2009-03 PURCHASE 2011-02 9429 5720 3709 250-GILEAD SCIENCES INC 2009-03 PURCHASE 2011-02 9825 11533 -1708 775-THE WALT DISNEY CO. 2009-03 PURCHASE 2011-02 33759 14006 19753 91-TIME WARNER CABLE 2009-03 PURCHASE 2011-02 6542 2311 4231 233-TIME WARNER INC 2009-03 PURCHASE 2011-02 8896 3876 5020 1700-NEWS CORP 2009-02 PURCHASE 2011-02 30107 10461 19646 350-KOHLS CORP 2009-01 PURCHASE 2011-02 18697 13615 5082 75-TIME WARNER CABLE 2009-01 PURCHASE 2011-02 5392 2215 3177 242-TIME WARNER INC 2009-01 PURCHASE 2011-02 9240 4707 4533 20-TIME WARNER CABLE 2009-01 PURCHASE 2011-02 1438 648 790 75-COSTCO WHOLESALE CORP 2008-12 PURCHASE 2011-02 5657 4008 1649 5-CME GROUP INC 2008-10 PURCHASE 2011-02 1514 1854 -340 614-JPMORGAN CHASE & CO 2008-09 PURCHASE 2011-02 29472 24867 4605 140-JPMORGAN CHASE & CO 2008-09 PURCHASE 2011-02 6720 5670 1050 700-MORGAN STANLEY 2008-07 PURCHASE 2011-02 21693 26535 -4842 200-TOTAL SA-SPON ADR 2008-07 PURCHASE 2011-02 11948 15986 -4038 300-TEVA PHARMACEUTICAL-SP ADR 2008-06 PURCHASE 2011-02 15567 13434 2133 30-CME GROUP INC 2008-05 PURCHASE 2011-02 9085 14463 -5378 35-HEWLETT-PACKARD CO 2008-04 PURCHASE 2011-02 1703 1652 51 250-CAMERON INTERNATIONAL CORP 2008-04 PURCHASE 2011-02 14795 11918 2877 80-HEWLETT-PACKARD CO 2008-04 PURCHASE 2011-02 3894 3722 172 75-TEVA PHARMACEUTICAL-SP ADR 2008-03 PURCHASE 2011-02 3892 3376 516 160-APPLE INC 2008-03 PURCHASE 2011-02 56090 19628 36462 150-CELGENE CORP 2008-03 PURCHASE 2011-02 8027 8448 -421 130-APPLE INC 2008-02 PURCHASE 2011-02 45573 16105 29468 200-SCHLUMBERGER LTD 2007-10 PURCHASE 2011-02 19008 19448 -440 200-TRAVELERS COS INC/THE 2007-10 PURCHASE 2011-02 12184 10416 1768 200-TRAVELERS COS INC/THE 2007-10 PURCHASE 2011-02 12184 10668 1516 103416.079-BERNSTEIN INTER. DURATION 2007-08 PURCHASE 2011-02 1614325 1537797 76528 21745.902-ALLIANCEBERNSTEIN GLOBAL R 2007-08 PURCHASE 2011-02 198975 352936 -153961 7123.497-BERNSTEIN EMERGING MARKETS 2007-08 PURCHASE 2011-02 230750 315736 -84986 57591.768-BERNSTEIN INTERNATIONAL PO 2007-08 PURCHASE 2011-02 944505 1560737 -616232 2400-PFIZER INC 2007-08 PURCHASE 2011-02 46056 58994 -12938 150-TRAVELERS COS INC/THE 2007-08 PURCHASE 2011-02 9138 7793 1345 575-SCHLUMBERGER LTD 2007-04 PURCHASE 2011-02 54648 43451 11197 90-KOHLS CORP 2006-10 PURCHASE 2011-02 4808 5966 -1158 300-GILEAD SCIENCES INC 2006-03 PURCHASE 2011-02 11790 19077 -7287 100-GOOGLE INC-CL A 2006-03 PURCHASE 2011-02 63008 34583 28425 5-NETFLIX INC 2011-01 PURCHASE 2011-02 1178 918 260 40-NETFLIX INC 2011-01 PURCHASE 2011-02 9425 7370 2055 475-MICROSOFT CORP 2010-09 PURCHASE 2011-02 12901 11348 1553 475-CLIFFS NATURAL RESOURCES INC 2010-08 PURCHASE 2011-02 47428 27505 19923 525-MICROSOFT CORP 2010-07 PURCHASE 2011-02 14259 13151 1108 1200-SARA LEE CORP 2010-06 PURCHASE 2011-02 20565 17865 2700 1000-SARA LEE CORP 2010-05 PURCHASE 2011-02 17137 14609 2528 400-SARA LEE CORP 2010-05 PURCHASE 2011-02 6855 5387 1468 200-GILEAD SCIENCES INC 2008-10 PURCHASE 2011-02 7864 8324 -460 25-GILEAD SCIENCES INC 2008-07 PURCHASE 2011-02 983 1333 -350 85-NETFLIX INC 2011-01 PURCHASE 2011-02 20351 15661 4690 175-DEERE & CO 2010-10 PURCHASE 2011-02 16732 13476 3256 100-DEERE & CO 2010-09 PURCHASE 2011-02 9561 7024 2537 300-HONEYWELL INTERNATIONAL INC 2010-06 PURCHASE 2011-02 17148 12405 4743 500-CISCO SYSTEMS INC 2008-10 PURCHASE 2011-02 9313 9278 35 350-CISCO SYSTEMS INC 2007-10 PURCHASE 2011-02 6519 11310 -4791 100-DEERE & CO 2010-09 PURCHASE 2011-02 9345 7204 2141 75-DEERE & CO 2010-09 PURCHASE 2011-02 7009 5498 1511 1374-WELLS FARGO & COMPANY 2009-11 PURCHASE 2011-02 46770 38054 8716 400-NVIDIA CORP 2010-10 PURCHASE 2011-02 9291 4777 4514 150-PEPSICO INC 2010-04 PURCHASE 2011-02 9492 9992 -500 600-CISCO SYSTEMS INC 2007-10 PURCHASE 2011-02 11293 19389 -8096 625-FORD MOTOR CO 2010-02 PURCHASE 2011-02 10053 7208 2845 325-GILEAD SCIENCES INC 2008-07 PURCHASE 2011-02 12397 17332 -4935 150-GILEAD SCIENCES INC 2006-03 PURCHASE 2011-02 5722 9539 -3817 550-NVIDIA CORP 2010-10 PURCHASE 2011-02 12624 6568 6056 2300-SAFEWAY INC 2010-04 PURCHASE 2011-02 49794 58821 -9027 60-ALCON INC 2010-01 PURCHASE 2011-02 9849 9281 568 25-ALCON INC 2009-12 PURCHASE 2011-02 4104 4042 62 500-CISCO SYSTEMS INC 2007-10 PURCHASE 2011-02 9557 16158 -6601 400-CISCO SYSTEMS INC 2007-02 PURCHASE 2011-02 7645 10904 -3259 800-CONSTELLATION ENERGY GROUP 2010-05 PURCHASE 2011-02 25844 27852 -2008 40-APPLE INC 2008-02 PURCHASE 2011-02 14304 4955 9349 325-KOHLS CORP 2009-01 PURCHASE 2011-02 16829 12642 4187 150-DEERE & CO 2010-09 PURCHASE 2011-02 14149 10996 3153 700-PFIZER INC 2007-08 PURCHASE 2011-02 13390 17207 -3817 50-SOUTHWESTERN ENERGY 2010-12 PURCHASE 2011-02 1950 1782 168 150-SOUTHWESTERN ENERGY 2010-10 PURCHASE 2011-02 5851 5162 689 50-TYCO ELECTRONICS LTD 2009-08 PURCHASE 2011-02 1854 1175 679 425-AGRIUM INC 2010-08 PURCHASE 2011-02 38469 26942 11527 700-MICROSOFT CORP 2010-03 PURCHASE 2011-02 19546 20699 -1153 650-FORD MOTOR CO 2010-02 PURCHASE 2011-02 10497 7496 3001 475-TYCO ELECTRONICS LTD 2009-08 PURCHASE 2011-02 17610 11164 6446 25-ALCON INC 2009-12 PURCHASE 2011-01 4083 4042 41 50-ALCON INC 2009-11 PURCHASE 2011-01 8165 7256 909 25-ALCON INC 2009-10 PURCHASE 2011-01 4083 3667 416 250-COOPER INDUSTRIES PLC 2009-10 PURCHASE 2011-01 15341 9326 6015 95-POTASH CORP OF SASKATCHEWAN 2010-12 PURCHASE 2011-01 16569 13246 3323 275-SOUTHWESTERN ENERGY 2010-10 PURCHASE 2011-01 10792 9463 1329 150-CF INDUSTRIES HOLDINGS INC 2010-09 PURCHASE 2011-01 19926 14162 5764 150-CF INDUSTRIES HOLDINGS INC 2010-08 PURCHASE 2011-01 19926 12701 7225 125-TARGET CORP 2010-05 PURCHASE 2011-01 6807 7084 -277 25-TARGET CORP 2009-11 PURCHASE 2011-01 1361 1199 162 20-CME GROUP INC 2008-05 PURCHASE 2011-01 6104 9642 -3538 25-CME GROUP INC 2008-04 PURCHASE 2011-01 7630 12758 -5128 550-NVIDIA CORP 2010-10 PURCHASE 2011-01 13565 6568 6997 75-FREEPORT-MCMORAN COPPER 2010-08 PURCHASE 2011-01 7909 5463 2446 1100-GAP INC/THE 2010-03 PURCHASE 2011-01 21982 23623 -1641 500-CABLEVISION SYS CORP 2010-06 PURCHASE 2011-01 16991 12124 4867 50-CABLEVISION SYS CORP 2010-04 PURCHASE 2011-01 1699 1313 386 29-GOOGLE INC-CL A 2006-03 PURCHASE 2011-01 17621 10029 7592 100-FREEPORT-MCMORAN COPPER 2010-08 PURCHASE 2011-01 10980 7284 3696 100-LEAR CORP 2010-06 PURCHASE 2011-01 10824 7012 3812 200-CAPITAL ONE FINANCIAL CORP 2010-05 PURCHASE 2011-01 9535 9012 523 700-EMC CORP/MASS 2009-07 PURCHASE 2011-01 16926 10604 6322 50-EMC CORP/MASS 2009-07 PURCHASE 2011-01 1209 757 452 425-SOUTHWESTERN ENERGY 2010-10 PURCHASE 2011-01 16720 14625 2095 75-MICROSOFT CORP 2010-07 PURCHASE 2011-01 2104 1879 225 350-MICROSOFT CORP 2009-11 PURCHASE 2011-01 9819 9947 -128 375-MICROSOFT CORP 2009-10 PURCHASE 2011-01 10520 10565 -45 100-MICROSOFT CORP 2009-10 PURCHASE 2011-01 2805 2633 172 325-GILEAD SCIENCES INC 2006-03 PURCHASE 2011-01 12432 20667 -8235 425-FORD MOTOR CO 2009-11 PURCHASE 2011-01 8012 3553 4459 75-ALCON INC 2009-10 PURCHASE 2011-01 12217 11002 1215 100-ALCON INC 2009-09 PURCHASE 2011-01 16290 14027 2263 30-ALCON INC 2009-09 PURCHASE 2011-01 4887 4047 840 225-SCHLUMBERGER LTD 2007-04 PURCHASE 2011-01 18458 17003 1455 400-AT&T INC 2010-11 PURCHASE 2011-01 11352 11309 43 70-ALCON INC 2009-09 PURCHASE 2011-01 11375 9444 1931 300-AT&T INC 2009-08 PURCHASE 2011-01 8514 7576 938 40-ALCON INC 2009-08 PURCHASE 2011-01 6500 5151 1349 550-AT&T INC 2009-06 PURCHASE 2011-01 15609 13648 1961 250-TARGET CORP 2009-11 PURCHASE 2011-01 13737 11988 1749 35-ALCON INC 2009-08 PURCHASE 2011-01 5710 4507 1203 30-ALCON INC 2009-07 PURCHASE 2011-01 4888 3786 1102 SEC LITIGATION SETTLEMENTS 2005-12 PURCHASE 2011-12 1820 1820 BERNSTEIN INTERM DURATION INST PORT 4377037 4686531 STRATEGIC VALUE/GROWTH PORTFOLIOS 4732548 4835071 BERNSTEIN INTERNATIONAL PORTFOLIO 2393463 1664458 BERNSTEIN EMERGING MKTS PORTFOLIO 480093 346158 ALLIANCE BERNSTEIN GLOBAL REIT 621168 506031 OVERLAY A/B PORTFOLIO CLASS 2 5685426 5138374 BOOK/TAX DIFFERENCES 397 EXPENSES STATE REGISTRATION FEES 225 225 OFFICE EXPENSES 21 21 FIDUCIARY LIABILITY INSURANCE 3134 3134 BERNSTEIN-PORTFOLIO MGMT FEES 58873 58873 FOREIGN TAX WITHHELD 7807 7807